+160.3%
VMC vs ALLE
+222.4%
-62.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.5% |
| 7D | +0.5% | -0.6% | +1.1% | +0.9% |
| 30D | +15.8% | +25.3% | -9.5% | +2.2% |
| 3M | +0.6% | +10.3% | -9.7% | -4.9% |
| 6M | -4.0% | +38.0% | -42.1% | -20.1% |
| YTD | -0.3% | +17.8% | -18.1% | -9.7% |
| 1Y | -0.5% | +13.6% | -14.1% | -8.1% |
| 3Y | +39.6% | +89.2% | -49.6% | -4.9% |
| 5Y | +50.1% | +51.1% | -1.0% | +13.7% |
| All | +160.3% | +222.4% | -62.2% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling